Many people are confused as to when a guinea pig needs a bath, and they are usually afraid of drowning their piggies. I can assure you, this is very difficult to do, as most piggies, if unaccustomed to water, tend to fight the bathing. Piggies should be bathed before a show, teddies about 3 weeks prior, and almost all other breeds the week prior. You should bathe your pig only on an as-needed basis, too much bathing can strip the coat and skin of important oils.
When you are small, being placed in a large vat of warm water is a bit frightening, particularly if the only amount of water you have ever seen is in your water bottle. Of couse they are going to scramble and try to climb out, so if you are uncomfortable at all about them getting away, perhaps you should bathe them in the bathtub.
I usually do mine in the kitchen sink. We have a dual compartment sink, so I run the water in one half and put the piggy in the other half while I wait for the water to warm up. This gives the pig a chance to get used to the sound of the running water. Then I put a flat drain sieve down over the drain so the piggies feet don't slip into the drain. I then lift the pig into the half with the running water.
Expect a couple of squeals. It's a startling sensation for most pigs, and expect some scrambling. Expect the pig to try to climb your arm - it's the only escape many see. Just hold your piggy under the water, and talk to him, try to calm them down. Let the water soak them to the skin. I usually use Ectosoothe, a very good mild parasite shampoo. It's available through the vet office, and it's formulated for kittens and puppies, so its safe for pigs. You can also use any other kitten or puppy shampoo, I tend to shy away from Hartz brand, but Zodiac brand is good. The only consideration you must use is to ensure complete contact time of the shampoo - most of them must stay on for 10 minutes in order to be effective. This is another good reason a dual compartment sink is a good idea. You can let one sit for 10 minutes, with a washcloth draped over them, in one half, and be bathing another piggy in the other half.
If your piggy doesn't need a parasite shampooing, and only needs to be freshed, you may use any good shampoo. I use Johnson's baby shampoo, Suave baby shampoo, Aussie organic shampoos (the one with the purple kangaroo, makers of the 3 minute miracle), or if you have a longhaired piggy, it's often helpful to use a crème rinse after you use any of these shampoos. None of these will do any harm to your piggy, just make sure that you keep the shampoo out of your piggy's face, and rinse well when done.
I work the shampoo into a good lather, and make sure that it gets all the way down to the skin. Keep it out of the face, off the ears, and out of the genitalia. I don't like to get water in the ears if I can help it, as with the fold in their ears, it tends to harbor fungus when they can't dry out well. When done, be sure to rinse the coat thoroughly so that you get all the shampoo suds and residue off. Rinse on top of the piggy, squeezing all the shampoo out of the coat, and turn the piggy upside down, rinsing under the arms, under the chin and around the tummy and genitals.
If you suspect your pig has ringworm, you may use an antifungal shampoo (desonex, or other dandruff type shampoos with antifungal ingredients) or you can shampoo your pig in Betadine scrub, but be forewarned, this pig will turn and stay yellowish until the coat grows back out. Follow the above directions, and leave on for about 10 minutes on the affected areas.
When you are done, be sure to squeeze the excess water from your piggy's coat, and then wrap your piggy in a dry towel. I let the pigs stay in the towel for a few minutes, then I rub them dry. I then place them on a folded towel and blow dry them, setting the drier on warm, not hot and keeping it far enough away from them while they dry so they don't overheat. I comb the hair while I dry, up and away from the body, which separates the hairs and brushes away any dead coat hairs and foreign bits in the hair, from hay, bedding or whatnot.
Be sure to put your piggy away only when fully dry. Putting a piggy away wet can cause a cold or pneumonia if they get chilled.